Putting a header pipe on that doesn't have the cat, like the Fullsac X pipe, should not effect your warranty, but it will definitely effect the EPA test.
Fullsac does not offer an ECM...they offer the TTS Mastertune (they used to build the Screamin' Eagle Race Tuner for HD), which is an interface that allows changes to the stock ECM "program". And yes, there is some tuning you can do yourself with a laptop and doing some rides with it hooked into the ECM through the TTS.
But, if you just put the X pipe on and change out the standard baffles to one of the Fullsac products, the canned MAPs that they provide (included for free) are very, very close to being dead on, IMO. Close enough for me, anyway.
Replacing the entire ECM with something like the Thundermax would be more likely to get you a warranty refusal, depending on what happened. There are other products as well...RevTech is one that some people here are using with very good results...it works much like the Thundermax, but does not require replacement of the stock ECM, just a couple of modifications, and installation of wide band O2 sensors closer to the outlet of each cylinder, instead of the stock location of the narrow band sensors on the 2011 models.